+40.0%
IQV vs TAP
-24.6%
+64.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | +2.4% | -6.3% | +8.7% | +4.0% |
| 30D | +4.0% | +2.7% | +1.3% | +2.6% |
| 3M | +12.2% | -3.7% | +15.9% | +12.7% |
| 6M | +54.9% | -2.0% | +56.9% | +54.5% |
| YTD | +20.3% | -12.3% | +32.6% | +22.6% |
| 1Y | +22.7% | -10.1% | +32.8% | +23.9% |
| All | +40.0% | -24.6% | +64.6% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling